Merrill Lynch APARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 1st, 2009):
1 Day
132.22%
1 Week
131.81%
1 Month
127.14%
Analysis last updated: Monday, July 14, 2014 at 03:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 14.27 | |
| 0.0554 | 26.35 | |
| 0.9446 | 565.66 | |
| 0.4115 | 17.78 | |
| 1.5638 | 24.16 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
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